-20.4%
CRVS vs SPY
+322.5%
-342.9%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -1.0% |
| 7D | -10.3% | -0.8% | -9.5% | -9.6% |
| 30D | -14.2% | -1.1% | -13.2% | -13.3% |
| 3M | +11.3% | +3.9% | +7.4% | +7.6% |
| 6M | -23.6% | +13.6% | -37.2% | -31.5% |
| YTD | +67.7% | +12.7% | +55.0% | +49.7% |
| 1Y | +113.0% | +17.5% | +95.5% | +82.6% |
| 3Y | +594.1% | +76.9% | +517.2% | +316.4% |
| 5Y | +420.6% | +83.6% | +337.0% | +203.3% |
| All | -20.4% | +322.5% | -342.9% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling